+4.8%
AXP vs ADP
+44.4%
-39.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.9% |
| 7D | +4.6% | +6.4% | -1.8% | +3.9% |
| 30D | +9.7% | +16.6% | -6.9% | +8.0% |
| 3M | -3.8% | +12.9% | -16.7% | -4.9% |
| 6M | +4.8% | +45.7% | -40.9% | +1.9% |
| All | +4.8% | +44.4% | -39.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling